IZDEMIR Enerji (Turkey) Performance
| IZENR Stock | 4.85 0.17 3.63% |
IZDEMIR Enerji has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IZDEMIR Enerji are expected to decrease at a much lower rate. During the bear market, IZDEMIR Enerji is likely to outperform the market. IZDEMIR Enerji Elektrik currently retains a risk of 3.15%. Please check out IZDEMIR Enerji value at risk, and the relationship between the jensen alpha and skewness , to decide if IZDEMIR Enerji will be following its current trending patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in IZDEMIR Enerji Elektrik are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong forward indicators, IZDEMIR Enerji is not utilizing all of its potentials. The recent stock price confusion, may contribute to short-horizon losses for the traders. ...more
IZDEMIR |
IZDEMIR Enerji Relative Risk vs. Return Landscape
If you would invest 474.00 in IZDEMIR Enerji Elektrik on December 26, 2024 and sell it today you would earn a total of 11.00 from holding IZDEMIR Enerji Elektrik or generate 2.32% return on investment over 90 days. IZDEMIR Enerji Elektrik is generating 0.086% of daily returns and assumes 3.1485% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than IZDEMIR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IZDEMIR Enerji Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IZDEMIR Enerji's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as IZDEMIR Enerji Elektrik, and traders can use it to determine the average amount a IZDEMIR Enerji's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0273
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| Cash | Small Risk | IZENR | High Risk | Huge Risk |
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Estimated Market Risk
| 3.15 actual daily | 28 72% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average IZDEMIR Enerji is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IZDEMIR Enerji by adding it to a well-diversified portfolio.
Things to note about IZDEMIR Enerji Elektrik performance evaluation
Checking the ongoing alerts about IZDEMIR Enerji for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for IZDEMIR Enerji Elektrik help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| IZDEMIR Enerji had very high historical volatility over the last 90 days |
- Analyzing IZDEMIR Enerji's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether IZDEMIR Enerji's stock is overvalued or undervalued compared to its peers.
- Examining IZDEMIR Enerji's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating IZDEMIR Enerji's management team can have a significant impact on its success or failure. Reviewing the track record and experience of IZDEMIR Enerji's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of IZDEMIR Enerji's stock. These opinions can provide insight into IZDEMIR Enerji's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for IZDEMIR Stock analysis
When running IZDEMIR Enerji's price analysis, check to measure IZDEMIR Enerji's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IZDEMIR Enerji is operating at the current time. Most of IZDEMIR Enerji's value examination focuses on studying past and present price action to predict the probability of IZDEMIR Enerji's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IZDEMIR Enerji's price. Additionally, you may evaluate how the addition of IZDEMIR Enerji to your portfolios can decrease your overall portfolio volatility.
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